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1 Caraba
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

1 Caraba

Currency in USD · Last updated May 23, 2025

Asset Allocation

GLDM 7%MSFT 9.76%LLY 9.01%WMT 8.7%UNH 8%CTRE 6.22%XOM 5.45%CB 5%NVDA 4.43%ETN 4%LOW 3.65%COST 3.36%DPZ 3.07%PANW 3%AVGO 3%VOT 3%GOOGL 2.97%AMZN 2.94%AAPL 2.78%META 2.55%TOL 2.11%CommodityCommodityEquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc		Technology
2.78%
AMD
Advanced Micro Devices, Inc.		Technology
0%
AMZN
Amazon.com, Inc.		Consumer Cyclical
2.94%
AVGO
Broadcom Inc.		Technology
3%
AXP
American Express Company		Financial Services
0%
CB
Chubb Limited		Financial Services
5%
COST
Costco Wholesale Corporation		Consumer Defensive
3.36%
CTRE
CareTrust REIT, Inc.		Real Estate
6.22%
DPZ
Domino's Pizza, Inc.		Consumer Cyclical
3.07%
ETN
Eaton Corporation plc		Industrials
4%
GLDM
SPDR Gold MiniShares Trust		Precious Metals, Gold
7%
GOOGL
Alphabet Inc Class A		Communication Services
2.97%
LLY
Eli Lilly and Company		Healthcare
9.01%
LOW
Lowe's Companies, Inc.		Consumer Cyclical
3.65%
META
Meta Platforms, Inc.		Communication Services
2.55%
MSFT
Microsoft Corporation		Technology
9.76%
NVDA
NVIDIA Corporation		Technology
4.43%
PANW
Palo Alto Networks, Inc.		Technology
3%
SPY
SPDR S&P 500 ETF		Large Cap Growth Equities
0%
TOL
Toll Brothers, Inc.		Consumer Cyclical
2.11%
UNH
UnitedHealth Group Incorporated		Healthcare
8%
VOT
Vanguard Mid-Cap Growth ETF		Mid Cap Blend Equities
3%
WM
Waste Management, Inc.		Industrials
0%
WMT
Walmart Inc.		Consumer Defensive
8.70%
XOM
Exxon Mobil Corporation		Energy
5.45%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Jun 26, 2018, corresponding to the inception date of GLDM

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-0.67%10.48%-1.79%10.08%14.60%10.64%
1 Caraba 0.20%3.81%-2.02%12.63%26.67%N/A
Portfolio components:
LLY
Eli Lilly and Company		-7.01%-13.59%-4.03%-10.93%38.06%27.69%
WMT
Walmart Inc.		6.73%1.27%6.85%49.47%19.98%16.49%
LOW
Lowe's Companies, Inc.		-8.46%2.75%-14.65%4.82%14.88%14.46%
CTRE
CareTrust REIT, Inc.		5.92%-0.04%-4.41%17.07%14.24%13.94%
MSFT
Microsoft Corporation		8.33%21.72%9.50%7.34%20.94%27.31%
UNH
UnitedHealth Group Incorporated		-41.10%-30.68%-49.38%-41.68%1.95%11.20%
PANW
Palo Alto Networks, Inc.		2.30%10.59%-2.89%19.54%36.24%21.23%
AVGO
Broadcom Inc.		-0.26%30.31%41.17%67.48%56.76%36.52%
TOL
Toll Brothers, Inc.		-16.94%6.06%-33.61%-12.18%30.64%11.74%
DPZ
Domino's Pizza, Inc.		15.36%-0.75%7.16%-2.61%6.54%17.28%
NVDA
NVIDIA Corporation		-1.08%29.33%-6.41%28.00%71.34%74.59%
GLDM
SPDR Gold MiniShares Trust		25.31%-0.17%21.50%40.96%13.48%N/A
COST
Costco Wholesale Corporation		11.38%4.47%5.87%28.51%29.60%23.78%
XOM
Exxon Mobil Corporation		-2.53%-3.21%-13.91%-6.12%23.72%6.32%
GOOGL
Alphabet Inc Class A		-9.63%9.99%3.95%-1.07%19.43%20.00%
META
Meta Platforms, Inc.		8.82%22.35%14.04%37.17%22.18%23.02%
CB
Chubb Limited		4.23%0.91%1.31%10.56%21.72%12.37%
AAPL
Apple Inc		-19.40%-1.45%-12.19%8.25%21.04%21.10%
ETN
Eaton Corporation plc		-2.56%16.88%-14.32%-3.86%34.97%19.09%
AMZN
Amazon.com, Inc.		-7.43%12.46%3.03%12.18%10.76%25.25%
VOT
Vanguard Mid-Cap Growth ETF		4.90%10.89%-0.73%15.61%12.13%10.11%
AXP
American Express Company		-2.69%10.39%-4.15%23.34%27.97%15.13%
WM
Waste Management, Inc.		16.05%2.05%4.71%12.99%20.69%18.97%
SPY
SPDR S&P 500 ETF		-0.21%8.90%-1.46%12.27%16.25%12.52%
AMD
Advanced Micro Devices, Inc.		-8.35%22.48%-19.98%-30.99%14.95%47.44%
*Annualized

Monthly Returns

The table below presents the monthly returns of 1 Caraba , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.03%-1.02%-3.41%1.22%0.49%0.20%
20243.83%7.67%4.72%-1.58%5.55%4.34%0.65%4.84%2.18%-0.57%4.13%-3.57%36.60%
20236.46%-1.12%6.71%3.53%4.22%6.67%3.22%1.61%-2.42%0.91%7.26%2.72%47.10%
2022-5.98%-1.57%5.61%-6.93%-0.38%-4.53%8.12%-3.58%-7.05%6.48%6.79%-5.06%-9.49%
20212.01%1.18%2.38%5.72%2.07%4.09%3.30%4.10%-5.48%9.87%0.77%5.54%40.97%
20201.25%-5.61%-7.37%13.14%7.07%2.55%4.86%6.85%-2.86%-3.02%9.83%4.92%33.77%
20197.70%2.33%4.09%2.31%-5.50%5.74%0.87%0.38%0.63%4.19%3.00%3.69%32.96%
2018-0.31%3.62%6.04%0.37%-5.69%2.25%-5.88%-0.22%

Expense Ratio

1 Caraba has an expense ratio of 0.01%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

GLDM
SPDR Gold MiniShares Trust
VOT
Vanguard Mid-Cap Growth ETF
SPY
SPDR S&P 500 ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 1 Caraba is 59, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of 1 Caraba is 5959
Overall Rank
The Sharpe Ratio Rank of 1 Caraba is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of 1 Caraba is 5757
Sortino Ratio Rank
The Omega Ratio Rank of 1 Caraba is 5252
Omega Ratio Rank
The Calmar Ratio Rank of 1 Caraba is 6666
Calmar Ratio Rank
The Martin Ratio Rank of 1 Caraba is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
LLY
Eli Lilly and Company		-0.27-0.040.99-0.32-0.61
WMT
Walmart Inc.		2.042.871.392.337.62
LOW
Lowe's Companies, Inc.		0.130.141.02-0.02-0.05
CTRE
CareTrust REIT, Inc.		0.731.141.140.721.55
MSFT
Microsoft Corporation		0.250.621.080.330.73
UNH
UnitedHealth Group Incorporated		-0.95-1.130.80-0.75-2.50
PANW
Palo Alto Networks, Inc.		0.570.821.100.561.67
AVGO
Broadcom Inc.		1.081.781.241.584.36
TOL
Toll Brothers, Inc.		-0.32-0.540.94-0.43-0.90
DPZ
Domino's Pizza, Inc.		-0.14-0.021.00-0.20-0.33
NVDA
NVIDIA Corporation		0.671.261.161.092.67
GLDM
SPDR Gold MiniShares Trust		2.162.691.344.3811.23
COST
Costco Wholesale Corporation		1.271.831.251.684.85
XOM
Exxon Mobil Corporation		-0.32-0.440.95-0.54-1.17
GOOGL
Alphabet Inc Class A		-0.090.081.01-0.10-0.21
META
Meta Platforms, Inc.		1.001.571.201.063.24
CB
Chubb Limited		0.430.801.100.711.75
AAPL
Apple Inc		0.180.491.070.180.56
ETN
Eaton Corporation plc		-0.080.181.03-0.07-0.17
AMZN
Amazon.com, Inc.		0.320.681.090.350.90
VOT
Vanguard Mid-Cap Growth ETF		0.641.011.140.642.26
AXP
American Express Company		0.651.061.150.692.17
WM
Waste Management, Inc.		0.630.991.151.142.56
SPY
SPDR S&P 500 ETF		0.570.931.140.612.33
AMD
Advanced Micro Devices, Inc.		-0.63-0.730.91-0.53-1.10

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

1 Caraba Sharpe ratios as of May 23, 2025 (values are recalculated daily):

  • 1-Year: 0.73
  • 5-Year: 1.65
  • All Time: 1.32

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.47 to 0.99, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 1 Caraba compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

1 Caraba provided a 1.27% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.27%1.13%1.33%1.44%1.34%1.77%1.63%1.86%1.84%1.82%2.08%4.54%
Portfolio components:
LLY
Eli Lilly and Company		0.78%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%
WMT
Walmart Inc.		0.92%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%
LOW
Lowe's Companies, Inc.		2.06%1.82%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%
CTRE
CareTrust REIT, Inc.		4.25%4.29%5.00%5.92%4.64%4.51%4.36%5.55%5.52%4.44%5.84%48.70%
MSFT
Microsoft Corporation		0.71%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
UNH
UnitedHealth Group Incorporated		2.83%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%
PANW
Palo Alto Networks, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AVGO
Broadcom Inc.		0.97%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%
TOL
Toll Brothers, Inc.		0.90%0.71%0.81%1.54%0.86%1.01%1.11%1.25%0.50%0.00%0.00%0.00%
DPZ
Domino's Pizza, Inc.		1.30%1.44%1.17%1.27%0.67%0.81%0.89%0.89%0.97%0.95%1.11%1.06%
NVDA
NVIDIA Corporation		0.02%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
GLDM
SPDR Gold MiniShares Trust		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COST
Costco Wholesale Corporation		0.47%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%
XOM
Exxon Mobil Corporation		3.81%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%
GOOGL
Alphabet Inc Class A		0.47%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
META
Meta Platforms, Inc.		0.32%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CB
Chubb Limited		1.27%1.30%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%2.28%2.79%
AAPL
Apple Inc		0.50%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
ETN
Eaton Corporation plc		1.23%1.13%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%
AMZN
Amazon.com, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOT
Vanguard Mid-Cap Growth ETF		0.66%0.67%0.71%0.78%0.34%0.56%0.78%0.84%0.72%0.81%0.81%0.79%
AXP
American Express Company		1.02%0.91%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%1.05%
WM
Waste Management, Inc.		1.32%1.49%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%
SPY
SPDR S&P 500 ETF		1.23%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%
AMD
Advanced Micro Devices, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the 1 Caraba . A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the 1 Caraba was 28.00%, occurring on Mar 23, 2020. Recovery took 50 trading sessions.

The current 1 Caraba drawdown is 4.95%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28%Feb 21, 202022Mar 23, 202050Jun 3, 202072
-17.17%Dec 30, 2021118Jun 17, 2022196Mar 30, 2023314
-15.02%Oct 3, 201857Dec 24, 201836Feb 15, 201993
-13.86%Feb 14, 202537Apr 8, 2025———
-8.84%Sep 3, 202014Sep 23, 202037Nov 13, 202051

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 25 assets, with an effective number of assets of 16.91, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCGLDMXOMCTRELLYUNHCBDPZWMTWMTOLPANWAMDLOWCOSTAXPMETAETNNVDAAVGOAMZNAAPLGOOGLMSFTVOTSPYPortfolio
^GSPC1.000.060.410.380.370.390.430.370.400.450.530.540.600.610.590.690.640.700.680.700.680.720.720.770.901.000.93
GLDM0.061.000.060.100.010.010.010.050.050.060.100.050.080.020.070.030.06-0.010.030.050.060.020.070.030.090.060.12
XOM0.410.061.000.180.150.240.370.100.170.230.230.130.150.290.150.450.150.370.160.230.140.230.220.150.340.410.37
CTRE0.380.100.181.000.190.230.320.160.200.340.290.200.140.280.230.320.210.280.140.190.190.230.200.220.380.380.42
LLY0.370.010.150.191.000.300.230.180.260.340.150.220.190.230.310.210.250.280.230.250.240.270.240.310.300.370.50
UNH0.390.010.240.230.301.000.320.170.270.380.170.180.170.300.300.300.170.290.170.200.180.270.270.290.320.390.46
CB0.430.010.370.320.230.321.000.120.280.440.280.110.110.310.260.470.140.400.110.200.110.230.190.210.320.430.40
DPZ0.370.050.100.160.180.170.121.000.240.210.260.290.300.320.320.200.270.240.320.270.330.290.260.310.410.370.43
WMT0.400.050.170.200.260.270.280.241.000.370.190.200.180.350.590.240.230.270.210.220.280.280.260.310.330.400.48
WM0.450.060.230.340.340.380.440.210.371.000.250.180.150.360.400.350.170.370.140.210.170.280.230.310.390.450.44
TOL0.530.100.230.290.150.170.280.260.190.251.000.270.330.560.300.400.320.470.350.360.330.360.330.330.560.530.52
PANW0.540.050.130.200.220.180.110.290.200.180.271.000.430.330.370.330.420.340.500.460.500.450.460.510.620.540.58
AMD0.600.080.150.140.190.170.110.300.180.150.330.431.000.340.370.350.500.380.710.580.550.500.520.560.630.590.58
LOW0.610.020.290.280.230.300.310.320.350.360.560.330.341.000.430.440.360.480.370.410.370.410.370.420.610.610.60
COST0.590.070.150.230.310.300.260.320.590.400.300.370.370.431.000.330.400.360.420.420.450.460.430.510.520.590.63
AXP0.690.030.450.320.210.300.470.200.240.350.400.330.350.440.331.000.380.590.390.440.390.400.440.420.610.690.59
META0.640.060.150.210.250.170.140.270.230.170.320.420.500.360.400.381.000.380.570.520.640.530.660.630.600.640.64
ETN0.70-0.010.370.280.280.290.400.240.270.370.470.340.380.480.360.590.381.000.460.520.380.400.410.450.630.700.65
NVDA0.680.030.160.140.230.170.110.320.210.140.350.500.710.370.420.390.570.461.000.660.610.560.570.640.670.680.69
AVGO0.700.050.230.190.250.200.200.270.220.210.360.460.580.410.420.440.520.520.661.000.530.540.510.590.670.700.68
AMZN0.680.060.140.190.240.180.110.330.280.170.330.500.550.370.450.390.640.380.610.531.000.610.680.700.640.680.68
AAPL0.720.020.230.230.270.270.230.290.280.280.360.450.500.410.460.400.530.400.560.540.611.000.620.670.630.720.68
GOOGL0.720.070.220.200.240.270.190.260.260.230.330.460.520.370.430.440.660.410.570.510.680.621.000.720.630.720.69
MSFT0.770.030.150.220.310.290.210.310.310.310.330.510.560.420.510.420.630.450.640.590.700.670.721.000.700.770.78
VOT0.900.090.340.380.300.320.320.410.330.390.560.620.630.610.520.610.600.630.670.670.640.630.630.701.000.900.84
SPY1.000.060.410.380.370.390.430.370.400.450.530.540.590.610.590.690.640.700.680.700.680.720.720.770.901.000.92
Portfolio0.930.120.370.420.500.460.400.430.480.440.520.580.580.600.630.590.640.650.690.680.680.680.690.780.840.921.00
The correlation results are calculated based on daily price changes starting from Jun 27, 2018